I can't think of any reason not to do liquids by weight, assuming you know the weight of the liquids. I always do water by weight (and have recently been adding beer as well) with no problems. But I'm not the most experienced bread baker in the world.

I think the reason to weigh dry ingredients is that their volume can vary quite a bit, as you can tell when trying to get a level cup of flour--you could probably fill a one cup measure and then pack in 1/2 cup more flour pretty easily. If I'm remembering my chemistry correctly (and it wasn't my best subject to begin with) the volume of water is pretty constant. So volume is a much more reliable measurement for water than for dry ingredients. But if it's easy for you to weigh the water, you're not going to be hurting anything.

I don't think it matters whether you weigh or measure liquids since it's consistent, as Nettie says (try to make 8 oz of water more or less in a cup like you can with flour). But, overall, I go for feel because on some days, I need to add more flour when I'm kneading--the weather is so variable with humidity and I think that makes the difference.